Sieve bootstrap for time series
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(only showing first 100 items - show all)- A test for fractional cointegration using the sieve bootstrap
- Forecasting nonlinear time series with neural network sieve bootstrap
- Bootstrap Unit-Root Tests: Comparison and Extensions
- A time series bootstrap procedure for interpolation intervals
- Approximate regenerative-block bootstrap for Markov chains
- Sieve bootstrapt-tests on long-run average parameters
- A new mixing notion and functional central limit theorems for a sieve bootstrap in time series
- An overview of bootstrap methods for estimating and predicting in time series
- On sieve bootstrap prediction intervals.
- A sieve bootstrap test for stationarity.
- Block length selection in the bootstrap for time series
- Bootstrap order determination for ARMA models: a comparison between different model selection criteria
- A test of the long memory hypothesis based on self-similarity
- Relevant states and memory in Markov chain bootstrapping and simulation
- Exploring the sources of uncertainty: why does bagging for time series forecasting work?
- Guaranteed conditional ARL performance in the presence of autocorrelation
- Weak dependence beyond mixing and asymptotics for nonparametric regression
- On the power of the Augmented Dickey--Fuller test against fractional alternatives using bootstrap.
- Bootstraps for time series
- Resampling time series using missing values techniques
- Moving-average representation of autoregressive approximations
- Frequency domain bootstrap for the fractional cointegration regression
- A note on the empirics of the neoclassical growth model
- Time series clustering based on nonparametric multidimensional forecast densities
- Sieve bootstrap for functional time series
- Nonlinear autoregressive sieve bootstrap based on extreme learning machines
- Detection of EXPAR nonlinearity in the presence of a nuisance unidentified under the null hypothesis
- A differential evolution-based regression framework for forecasting Bitcoin price
- Model-free bootstrap for a general class of stationary time series
- ANAPT: additive noise analysis for persistence thresholding
- Monitoring mean and variance change-points in long-memory time series
- Frequency domain bootstrap for ratio statistics under long-range dependence
- Testing for boundary conditions in case of fractionally integrated processes
- A test of symmetry based on L-moments with an application to the business cycles of the G7 economies
- The fast iterated bootstrap
- Asymptotic properties of sieve bootstrap prediction intervals for \textit{FARIMA} processes
- Resampling DEA estimates of investment fund performance
- A single-index model procedure for interpolation intervals in time series
- Investigation of parameter uncertainty in clustering using a Gaussian mixture model via jackknife, bootstrap and weighted likelihood bootstrap
- Closed-form expression for finite predictor coefficients of multivariate ARMA processes
- Covariance matrix estimation and linear process bootstrap for multivariate time series of possibly increasing dimension
- Higher-order improvements of the sieve bootstrap for fractionally integrated processes
- Baxter's inequality and sieve bootstrap for random fields
- Bootstrapping continuous-time autoregressive processes
- Modelling dependent data for longevity projections
- SETAR model selection -- a bootstrap approach
- Blockwise bootstrap testing for stationarity
- Hybrid bootstrap aided unit root testing
- A generalized least squares estimation method for the autoregressive conditional duration model
- Testing for structural change in regression with long memory processes
- COVID-19: metaheuristic optimization-based forecast method on time-dependent bootstrapped data
- An empirical study on the parsimony and descriptive power of TARMA models
- scientific article; zbMATH DE number 1594528 (Why is no real title available?)
- A bootstrap theory for weakly integrated processes
- Multiple mortality modeling in Poisson Lee-Carter framework
- Hermite expansion and estimation of monotonic transformations of Gaussian data
- Control chart for monitoring autocorrelated process with multiple exogenous inputs
- Approximating Markov chains for bootstrapping and simulation
- Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap
- Specification testing for regression models with dependent data
- Bootstrap approaches for estimation and confidence intervals of long memory processes
- Bootstrap-based ARMA order selection
- Robust estimation of a time series model with structural change
- Sieve-based inference for infinite-variance linear processes
- Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
- Properties of the neural network sieve bootstrap
- Conditional value-at-risk: semiparametric estimation and inference
- Sieve bootstrap prediction intervals
- Bootstrapping threshold autoregressive models
- Regeneration-based statistics for Harris recurrent Markov chains
- On the accuracy of bootstrapping sample quantiles of strongly mixing sequences
- Testing for Neglected Nonlinearity in Cointegrating Relationships
- Properties of a block bootstrap under long-range dependence
- Prediction Intervals for Time Series: A Modified Sieve Bootstrap Approach
- A sieve bootstrap test for cointegration in a conditional error correction model
- Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes
- Characteristic function-based hypothesis tests under weak dependence
- Sieve Bootstrap With Variable-Length Markov Chains for Stationary Categorical Time Series
- Recent developments in bootstrapping time series
- Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
- Sieve Extremum Estimates for Weakly Dependent Data
- Prediction intervals and regions for multivariate time series models with sieve bootstrap
- Extending the range of validity of the autoregressive (sieve) bootstrap
- Bootstrap Type-1 Fuzzy Functions Approach for Time Series Forecasting
- Re-colouring the Intensity-Based Bootstrap for Point Processes
- A Bootstrap Test for Symmetry of Dependent Data Based on a Kolmogorov–Smirnov Type Statistic
- AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
- DATA-DRIVEN NONPARAMETRIC SPECTRAL DENSITY ESTIMATORS FOR ECONOMIC TIME SERIES: A MONTE CARLO STUDY
- Bootstrap Methods for Time Series
- A simple bootstrap method for time series
- Valid Resampling of Higher-Order Statistics Using the Linear Process Bootstrap and Autoregressive Sieve Bootstrap
- Estimated Wold representation and spectral-density-driven bootstrap for time series
- Catching uncertainty of wind: a blend of sieve bootstrap and regime switching models for probabilistic short-term forecasting of wind speed
- Quasi-maximum likelihood and the kernel block bootstrap for nonlinear dynamic models
- Simultaneous inference for autocovariances based on autoregressive sieve bootstrap
- Bootstrap confidence intervals for a break date in linear regressions
- Nonparametric Anomaly Detection on Time Series of Graphs
- Detrending bootstrap unit root tests
- Normality tests for dependent data: large-sample and bootstrap approaches
- Bootstrap-assisted tests of symmetry for dependent data
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